+1,373.3%
KMB vs KIM
+3,315.9%
-1,942.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.8% |
| 7D | +0.5% | +4.1% | -3.6% | -0.2% |
| 30D | +12.4% | +16.8% | -4.4% | +9.8% |
| 3M | +1.0% | +5.7% | -4.7% | +0.1% |
| 6M | +12.1% | +9.7% | +2.5% | +10.6% |
| YTD | +11.6% | +30.2% | -18.6% | +7.2% |
| 1Y | +13.1% | +32.1% | -19.0% | +8.4% |
| 3Y | +1.6% | +58.6% | -57.0% | -5.8% |
| 5Y | -0.3% | +31.2% | -31.5% | -5.8% |
| 10Y | +37.9% | +66.7% | -28.7% | +19.4% |
| All | +1,373.3% | +3,315.9% | -1,942.6% | +569.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded KIM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling